ARMOUR Residential Stock Forecast - Naive Prediction
| ARR Stock | USD 19.12 0.20 1.06% |
The Naive Prediction forecasted value of ARMOUR Residential REIT on the next trading day is expected to be 19.38 with a mean absolute deviation of 0.22 and the sum of the absolute errors of 13.38. ARMOUR Stock Forecast is based on your current time horizon. Although ARMOUR Residential's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of ARMOUR Residential's systematic risk associated with finding meaningful patterns of ARMOUR Residential fundamentals over time.
ARMOUR |
ARMOUR Residential Cash Forecast
Forecasting financial indicators like cash flow involves analysts applying various statistical methods, techniques, and algorithms. These tools reveal hidden trends within the ARMOUR Residential's financial statements to estimate their effects on upcoming price movements.
Cash | First Reported 2007-09-30 | Previous Quarter 188.9 M | Current Value 63.9 M | Quarterly Volatility 204.3 M |
ARMOUR Residential Naive Prediction Price Forecast For the 4th of December
Given 90 days horizon, the Naive Prediction forecasted value of ARMOUR Residential REIT on the next trading day is expected to be 19.38 with a mean absolute deviation of 0.22, mean absolute percentage error of 0.08, and the sum of the absolute errors of 13.38.Please note that although there have been many attempts to predict ARMOUR Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that ARMOUR Residential's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
ARMOUR Residential Stock Forecast Pattern
| Backtest ARMOUR Residential | ARMOUR Residential Price Prediction | Buy or Sell Advice |
ARMOUR Residential Forecasted Value
In the context of forecasting ARMOUR Residential's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. ARMOUR Residential's downside and upside margins for the forecasting period are 18.31 and 20.44, respectively. We have considered ARMOUR Residential's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of ARMOUR Residential stock data series using in forecasting. Note that when a statistical model is used to represent ARMOUR Residential stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 115.5911 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.2194 |
| MAPE | Mean absolute percentage error | 0.0114 |
| SAE | Sum of the absolute errors | 13.3804 |
Predictive Modules for ARMOUR Residential
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ARMOUR Residential REIT. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Other Forecasting Options for ARMOUR Residential
For every potential investor in ARMOUR, whether a beginner or expert, ARMOUR Residential's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. ARMOUR Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in ARMOUR. Basic forecasting techniques help filter out the noise by identifying ARMOUR Residential's price trends.ARMOUR Residential Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with ARMOUR Residential stock to make a market-neutral strategy. Peer analysis of ARMOUR Residential could also be used in its relative valuation, which is a method of valuing ARMOUR Residential by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
ARMOUR Residential REIT Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of ARMOUR Residential's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of ARMOUR Residential's current price.| Cycle Indicators | ||
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| Overlap Studies | ||
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ARMOUR Residential Market Strength Events
Market strength indicators help investors to evaluate how ARMOUR Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARMOUR Residential shares will generate the highest return on investment. By undertsting and applying ARMOUR Residential stock market strength indicators, traders can identify ARMOUR Residential REIT entry and exit signals to maximize returns.
ARMOUR Residential Risk Indicators
The analysis of ARMOUR Residential's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in ARMOUR Residential's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting armour stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.7613 | |||
| Standard Deviation | 1.06 | |||
| Variance | 1.12 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Pair Trading with ARMOUR Residential
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ARMOUR Residential position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ARMOUR Residential will appreciate offsetting losses from the drop in the long position's value.Moving against ARMOUR Stock
| 0.79 | LC | LendingClub Corp | PairCorr |
| 0.74 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
| 0.73 | SF | Stifel Financial Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.7 | LX | Lexinfintech Holdings Trending | PairCorr |
| 0.7 | QD | Qudian Inc | PairCorr |
The ability to find closely correlated positions to ARMOUR Residential could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ARMOUR Residential when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back ARMOUR Residential - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling ARMOUR Residential REIT to buy it.
The correlation of ARMOUR Residential is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as ARMOUR Residential moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ARMOUR Residential REIT moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for ARMOUR Residential can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for ARMOUR Stock Analysis
When running ARMOUR Residential's price analysis, check to measure ARMOUR Residential's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ARMOUR Residential is operating at the current time. Most of ARMOUR Residential's value examination focuses on studying past and present price action to predict the probability of ARMOUR Residential's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARMOUR Residential's price. Additionally, you may evaluate how the addition of ARMOUR Residential to your portfolios can decrease your overall portfolio volatility.